x

${\mu }_I$

${\sigma }_I$

$c_A$

$E\left(L_0^A\right)$

$max\left(L_0^A\right)$

$med\left(L_0^A\right)$

$CT{E}_{98\%}\left(L_0^A\right)$

$Va{R}_{98\%}\left(L_0^A\right)$

45

5%

25%

0.5331%

−272.177

15452.07

−604.126

8679.902

7153.38

7%

30%

0.6299%

−420.824

17481.31

−722.576

10546.53

8757.909

9%

35%

0.7422%

−727.158

19587.45

−909.539

12260.3

10210.61

55

5%

25%

0.5398%

−276.438

15283.58

−613.197

8625.103

7196.884

7%

30%

0.6439%

−536.802

18402.59

−820.014

10334.17

8766.997

9%

35%

0.7602%

−847.138

22884.55

−1169.93

12421.43

10304.73

x

${\mu }_I$

${\sigma }_I$

$c_B$

$E\left(L_0^B\right)$

$max\left(L_0^B\right)$

$med\left(L_0^B\right)$

$CT{E}_{98\%}\left(L_0^B\right)$

$Va{R}_{98\%}\left(L_0^B\right)$

45

5%

25%

0.5319%

−365.828

12577.96

−693.186

8074.792

6735.768

7%

30%

0.6350%

−477.545

16536.26

−821.632

10150.45

8399.812

9%

35%

0.7426%

−737.603

18057.38

−905.1

11239.53

9343.967

55

5%

25%

0.5408%

−292.835

13631.87

−596.578

7658.056

6380.13

7%

30%

0.6381%

−555.973

15761.58

−879.907

9432.964

7972.609

9%

35%

0.7436%

−701.515

18108.42

−941.877

11259.3

9480.515